Corel is probably not the best package to use (I use Vectric VCarve Pro) but you have to start somewhere and if you have Corel already then use it.
If your Corel drawing is simple then by all means export it in .dxf format then use LazyCam (free with Mach3) to create the GCode then load the GCode file into Mach3.
If your Corel drawing is more complex then it is better to export it in .dxf format then load the .dxf into a CAD/CAM program (such as Vectric) to create the GCode then load the GCode into Mach3.
Obviously you may need to read the relevant manuals (LazyCam, Vectric, etc.) to understand the correct procedures for setting up the tool paths, depths, etc. but it is basically quite a simple process and I am sure you will master it in no time.
Tweakie.